+2,236.8%
VRTX vs TNA
+1,004.3%
+1,232.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | -4.9% | +17.6% | +13.7% |
| 3M | +23.6% | +0.4% | +23.3% | +22.7% |
| 6M | +14.3% | +32.5% | -18.3% | +5.6% |
| YTD | +20.5% | +53.7% | -33.3% | +7.2% |
| 1Y | +37.6% | +65.1% | -27.5% | +19.1% |
| 3Y | +55.5% | +98.4% | -42.9% | +17.2% |
| 5Y | +175.7% | -22.5% | +198.2% | +131.4% |
| 10Y | +474.2% | +82.5% | +391.7% | +187.6% |
| All | +2,236.8% | +1,004.3% | +1,232.5% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling